Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Goutte, Stéphane
Oudjane, Nadia
and
Russo, Francesco
2013.
On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process.
Stochastic Analysis and Applications,
Vol. 31,
Issue. 1,
p.
108.
Fajardo, José
2014.
Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models.
Decisions in Economics and Finance,
Vol. 37,
Issue. 2,
p.
319.
Kallsen, Jan
Muhle-Karbe, Johannes
and
Vierthauer, Richard
2014.
Asymptotic power utility-based pricing and hedging.
Mathematics and Financial Economics,
Vol. 8,
Issue. 1,
p.
1.
Fusai, Gianluca
and
Kyriakou, Ioannis
2016.
General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options.
Mathematics of Operations Research,
Vol. 41,
Issue. 2,
p.
531.
Di Tella, Paolo
Haubold, Martin
and
Keller-Ressel, Martin
2019.
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation.
Journal of Applied Probability,
Vol. 56,
Issue. 3,
p.
787.
Eberlein, Ernst
and
Kallsen, Jan
2019.
Mathematical Finance.
p.
595.
Di Tella, Paolo
Haubold, Martin
and
Keller‐Ressel, Martin
2020.
Semistatic and sparse variance‐optimal hedging.
Mathematical Finance,
Vol. 30,
Issue. 2,
p.
403.
Augustyniak, Maciej
Badescu, Alex
and
Bégin, Jean-François
2020.
A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters.
SSRN Electronic Journal ,
Augustyniak, Maciej
Badescu, Alexandru
and
Bégin, Jean-François
2023.
A discrete-time hedging framework with multiple factors and fat tails: On what matters.
Journal of Econometrics,
Vol. 232,
Issue. 2,
p.
416.